$56.67
-0.31 (-0.54%)
USD · as of 2026-08-21 · marketstack
From 749 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 20.01% | Sharpe | 0.60 |
| Sortino | 0.92 |
| Beta | 0.58 | Correlation | 0.42 |
| Up capture | 42.21% | Down capture | 8.12% |
Relative Value shows 0.80 — five years of monthly returns, a fixed window (RV).
| Max Drawdown | −16.63% | Ulcer Index | 7.65 |
| MTD | 4.15% | QTD | 0.64% |
| YTD | 33.37% | Window (ann., 3.0y) | 10.33% |
| Skewness | 0.50 | Excess Kurtosis | 2.22 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.11 |
| Gain/Pain | 0.10 | Hit Rate | 49.00% |
| Win/Loss | 1.13 | Upside Potential | 0.61 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -1.91% | -2.77% | -2.03% | -2.88% |
| CVaR (ES) | -2.46% | -3.46% | -2.55% | -3.31% |
| VaR (Cornish-Fisher) | — | — | -1.78% | -2.96% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -16.63% | 2025-07-23 | 2025-11-06 | 2026-04-16 | 75 | 109 |
| -15.29% | 2024-08-23 | 2025-01-10 | 2025-06-18 | 95 | 109 |
| -12.35% | 2023-08-21 | 2023-11-10 | 2023-12-12 | 58 | 21 |
| -9.28% | 2024-01-30 | 2024-06-24 | 2024-07-15 | 100 | 14 |
| -8.92% | 2026-07-16 | 2026-08-06 | ongoing | 15 | — |
| -6.95% | 2024-07-16 | 2024-08-05 | 2024-08-23 | 14 | 14 |
| -5.20% | 2026-05-07 | 2026-06-03 | 2026-06-11 | 17 | 3 |
| -4.02% | 2023-12-27 | 2024-01-03 | 2024-01-23 | 4 | 13 |
| -3.42% | 2026-04-20 | 2026-04-29 | 2026-05-01 | 7 | 2 |
| -3.25% | 2026-07-02 | 2026-07-10 | 2026-07-16 | 5 | 4 |
Worst depth first · lengths in trading days.